When questioned by media this morning Mr Craig said he did not know Rachel MacGregor had left her job, Newstalk ZB reported.
He told reporters he thought she was having a day off when she failed to turn up for work this morning and said he would talk to her this afternoon.
Ms MacGregor told Newstalk ZB she had left the party as of this morning. Newstalk ZB's political editor Barry Soper, who broke the news, said she was very upset and had described Mr Craig as a "manipulative man".
"Colin Craig does campaign on being this wholesome, out-there sort of a bloke, that's all encompassing, that really is the sort of person we should be looking up to," Soper said this morning.
"Now if he can't get his own house in order in terms of staff in the Conservative Party then you've got to ask questions.
"It's really difficult to read too much into it given that there's simply a very upset press secretary without giving any reasons why she resigned, so it's really out there. She's taking public relations advice now, and I don't think we've heard the last of this story."
Speaking after a radio interview this morning, Mr Craig said: "It's obviously been a really stressful campaign so Rachel's having the morning off, and I'm hoping to catch up with her this afternoon."
If she had indeed resigned, "that would be a shame", he said.
"All I can see is she's done a wonderful job, and I'm very grateful for the effort she's put in."
He added that he didn't think he was "manipulative at all", and that he hoped "she'll come back and help us".
"I'll have a chat with her, hopefully today, and find out what all those issues are," he said.
However, he admitted news of her resignation had come as a surprise to him. "This morning she said she wasn't going to go with me to the interviews, I haven't had a conversation with her yet [about her resignation] so I'll find out."
He continued to insist she was simply taking the day off, saying: "I've had a number of staff who've had rest days in this last week".
But pushed on her resignation, said: "I hope that she'll un-resign, of course, because of the great work that's gone on, but until I have a conversation with her I'm not going to pre-judge what the concerns that she might have are."
The Conservative Party later issued a statement, saying it "is given to understand" that Ms MacGregor had resigned this morning "although no formal advice of this has yet been received".
"The party expresses its gratitude for all the hard work and effort that she has put into the campaign," the statement from Mr Craig said.
"The campaign puts stress on everyone and Miss MacGregor has been part of a wonderful team that have given 110 per cent."
Bev Adair Beets would now take over as press secretary, he said. "Bev has been assisting Rachel with media responsibilities and I am confident that she will be a safe pair of hands for the last few days."
Mr Craig was due to do a live Q&A with One News on its Facebook page from 12.30pm, but One News said at 12.30pm he was running 10-15 minutes late. He didn't start answering questions until 12.52pm. 3News reported that he had cancelled a scheduled Ask Me Anything on Reddit at 2pm due to "unforeseen circumstances".
In a profile of Mr Craig in Metro magazine in March, Ms MacGregor said she had suffered personal criticism for joining the Conservatives.
Ms MacGregor, who used to work as producer on TVNZ shows Breakfast and Good Morning, said: "There've been people who have deleted me off Facebook. Tamati Coffey, who I worked with for many years.
"There's actually been a number of people in the media who've gone, 'Oh, you're working for Colin Craig? I can't talk to you anymore.' Steve Gray at Good Morning is a lovely guy, we got on really well, but now I'm the devil, apparently."
Ms MacGregor hasn't posted anything on her Twitter account since August 28.
Mr Craig's party is poised to reach the crucial 5 per cent mark that will put them in Parliament and could be a potential partner in Government.
Yesterday the NZ Herald revealed that Mr Craig would push for a code of conduct for MPs to help cleanse the system of behaviour highlighted in Dirty Politics and what he calls deception over mass surveillance.
He also hinted that he would not be a lapdog to John Key in a National-led Government, accusing him of being "convenient" with the truth, tainted by dirty politics, and misleading the public about government spying.
He said he preferred to work with Mr Key and National, saying he could help clear the rot by pushing for a general code of ethics for MPs. "We can't impose our values on another political party. [But] there's a lot of value behind a code of conduct for MPs. For us to work co-operatively with someone else, we think a discussion around conduct needs to happen."
Conservative Contenders for Parliament
Conservative top six (if it makes 5 per cent, it will bring in six MPs)
1 Colin Craig, party founder.
2 Christine Rankin, former head of Work and Income, formerly on the Families Commission Board and the Upper Harbour Local Board, may seek a ministerial role to do with children or families.
3 Garth McVicar, farmer, founder of the Sensible Sentencing Trust, outspoken advocate for victims, hardline stance on law and order. May seek associate portfolio in justice or corrections.
4 Melissa Perkin, executive director of the Bar Association, wants to improve access to justice, including leaky-building cases.
5 Edward Saafi, biomedical researcher, stood for Destiny in 2005 in Mangere. Hardline stance on prostitution, drugs and abortion.
6 Callum Blair, local board member, former community constable, joined the party because of its opposition to the anti-smacking law.
